02/08/16 – Monday’s Interest-ing Reads

  • Three reasons why momentum works. (aqr)
  • Investors are for now giving Alphabet ($GOOGL) a lot of leeway when it comes to investing. (economist)
  • Larry Swedroe on the problems with using Russell 2000 to track small cap performance (ETF.com)
  • Currency traders are getting left behind on Wall Street. (bloomberg)
  • How to streamline your digital life. (qz)
  • F***in’ Tim Geithner, never learned a thing (Bloomberg)
  • Finding successful funds ex-ante is difficult. (papers.ssrn)
  • How to replicate private equity using small value stocks and leverage. (papers.ssrn)
  • The Rise and Fall of Ziggy’s Bonds: How David Bowie’s innovation went beyond music, art, and popular culture—and into the portfolio of a major insurer. (ai-cio)
  • Cross-sectional vs. time-series seems to be an ideological issue for investors. (pionline)
  • Bank Of America Admits The U.S. May Already Be In A Recession (Zero Hedge)
  • Another example showing the endowment effect is real. (papers.ssrn)
  • Picking outperforming funds ex-ante is difficult. (evidenceinvestor.co.uk)
  • The S&P 500 is back to 2013 levels. (blog.afraidtotrade)
  • The Fly calls bulls*** on a Texas oil banker (iBankCoin)
  • Do illiquid bonds belong in a bond ETF? (wsj)
  • Bloodied, Not Broken: U.S. Bond Market’s Biggest Bears Die Hard (Bloomberg)
  • Fund managers can’t stand still and let ‘smart beta ETFs’ eat their lunches. (ft)
  • Why the Fed is on hold indefinitely. (econbrowser)
  • How much of security mispricing is due to the limits of arbitrage? (etf)
  • The tax case against Vanguard is a little “silly.” (bloombergview)
  • Quicken Loans Super Bowl Ad: No, This Isn’t Housing Apocalypse 2.0 (blogs.wsj)
  • It’s time for the big PE firms to buy back some stock. (next.ft)
  • Hedge funds keep getting crushed (usatoday)
  • A list of the top traders to follow on StockTwits. (venkysrinivasan)
  • Risky assets remain in retreat. (capitalspectator)
  • Was a major hedge fund cherry-picking the best trades for its employees? (CIO)
  • Don’t believe the hype: your Facebook network has less reach than you think. (statisticalideas.blogspot)
  • The seven states that are doing much worse than the rest (washingtonpost)
  • The Russell 2000 is a bad index. (etf)
  • The characteristics of stocks that triple in one year. (investorfieldguide)
  • Bernie Sanders attacking Wall Street (Bloomberg)
  • More Wall Street Strategists Are Cutting Their S&P 500 Estimates (bloomberg)
  • The MLP myth is dead. (thereformedbroker)
  • Different risk premia take different time horizons. (blog.thinknewfound)
  • How to short London real estate. (next.ft)
  • Lumber prices are falling. (calculatedriskblog)
  • Just how “peer-to-peer” is peer-to-peer lending these days? (ftalphaville.ft)
  • A closer look at the Loncar Cancer Immunotherapy ETF ($CNCR). (etf)
  • The Oil Rout’s Surprise Victims (blogs.wsj)
  • Does academic research destroy alpha? (afajof)
  • Fixed income can still act as a portfolio stabilizer. (awealthofcommonsense)
  • Goldman Sachs Says Defy ‘Mr. Market’ as Recession Risk Still Low: Bank sees a 25% risk of developed world recession in next year (bloomberg)
  • How big banks hire quants. (quantatrisk)
  • If you could know one asset prices twenty years hence, what would you pick? (marginalrevolution)
  • Does skewness explain the low-vol anomaly? (etf)
  • Bill Clinton attacking Bernie Sanders (New York Times)
  • Understanding the Valuation Discrepancy Between Apple, Inc. and Alphabet (fool)
  • How to apply a value approach to global sovereign bond markets. (papers.ssrn)
  • JC Parets: the best 50 charts in the world (All Star Charts)
  • Why some hedge funds are betting against investment grade credit. (wsj)

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